[--[65.84.65.76]--]

INDUSINDBK

Indusind Bank Limited
851.25 +5.10 (0.60%)
L: 835.4 H: 853.5

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Historical option data for INDUSINDBK

15 Dec 2025 04:11 PM IST
INDUSINDBK 30-DEC-2025 810 CE
Delta: 0.84
Vega: 0.43
Theta: -0.56
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 851.25 47.25 2.8 26.98 35 4 77
12 Dec 846.15 44.45 7.15 24.65 27 -1 71
11 Dec 835.55 37.25 3.6 27.07 217 7 73
10 Dec 833.85 33.65 -12.35 22.66 74 -3 68
9 Dec 844.35 45.55 2.4 23.50 20 10 70
8 Dec 841.40 41.35 -26.7 24.88 56 15 61
5 Dec 870.10 68.05 4.5 24.17 21 -8 44
4 Dec 863.00 64.65 13.95 30.83 22 4 53
3 Dec 846.90 50.7 -0.55 28.45 6 0 48
2 Dec 850.30 51.25 1.85 20.91 6 1 49
1 Dec 847.15 48.95 -10.5 23.69 41 -8 48
28 Nov 858.55 59.4 0.75 21.82 11 2 55
27 Nov 857.45 58.1 4.4 20.40 63 -14 55
26 Nov 850.70 53.4 6.65 21.87 71 17 70
25 Nov 839.90 46.95 -7.65 20.66 105 24 53
24 Nov 836.05 54.65 11.35 - 0 15 0
21 Nov 846.55 54.65 11.35 24.78 38 14 28
20 Nov 829.40 43.85 -9.95 25.27 9 1 15
19 Nov 839.60 53.8 -5.6 27.70 17 7 13
18 Nov 847.95 59.4 -3.8 27.10 7 1 6
17 Nov 854.05 63.2 -14.05 25.51 10 3 4
14 Nov 848.25 77.25 26.95 - 0 0 0
13 Nov 863.45 77.25 26.95 - 0 0 0
12 Nov 864.40 77.25 26.95 32.08 1 0 1
11 Nov 826.10 50.3 -10.8 28.58 1 0 0
10 Nov 799.35 61.1 0 0.23 0 0 0
7 Nov 797.25 61.1 0 0.17 0 0 0
6 Nov 786.20 61.1 0 1.18 0 0 0
4 Nov 790.20 61.1 0 0.98 0 0 0
3 Nov 796.90 61.1 0 0.02 0 0 0
31 Oct 794.80 61.1 0 - 0 0 0
30 Oct 800.95 61.1 0 - 0 0 0
29 Oct 807.45 61.1 0 - 0 0 0


For Indusind Bank Limited - strike price 810 expiring on 30DEC2025

Delta for 810 CE is 0.84

Historical price for 810 CE is as follows

On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 47.25, which was 2.8 higher than the previous day. The implied volatity was 26.98, the open interest changed by 4 which increased total open position to 77


On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 44.45, which was 7.15 higher than the previous day. The implied volatity was 24.65, the open interest changed by -1 which decreased total open position to 71


On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 37.25, which was 3.6 higher than the previous day. The implied volatity was 27.07, the open interest changed by 7 which increased total open position to 73


On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 33.65, which was -12.35 lower than the previous day. The implied volatity was 22.66, the open interest changed by -3 which decreased total open position to 68


On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 45.55, which was 2.4 higher than the previous day. The implied volatity was 23.50, the open interest changed by 10 which increased total open position to 70


On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 41.35, which was -26.7 lower than the previous day. The implied volatity was 24.88, the open interest changed by 15 which increased total open position to 61


On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 68.05, which was 4.5 higher than the previous day. The implied volatity was 24.17, the open interest changed by -8 which decreased total open position to 44


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 64.65, which was 13.95 higher than the previous day. The implied volatity was 30.83, the open interest changed by 4 which increased total open position to 53


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 50.7, which was -0.55 lower than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 48


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 51.25, which was 1.85 higher than the previous day. The implied volatity was 20.91, the open interest changed by 1 which increased total open position to 49


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 48.95, which was -10.5 lower than the previous day. The implied volatity was 23.69, the open interest changed by -8 which decreased total open position to 48


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 59.4, which was 0.75 higher than the previous day. The implied volatity was 21.82, the open interest changed by 2 which increased total open position to 55


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 58.1, which was 4.4 higher than the previous day. The implied volatity was 20.40, the open interest changed by -14 which decreased total open position to 55


On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 53.4, which was 6.65 higher than the previous day. The implied volatity was 21.87, the open interest changed by 17 which increased total open position to 70


On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 46.95, which was -7.65 lower than the previous day. The implied volatity was 20.66, the open interest changed by 24 which increased total open position to 53


On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 54.65, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0


On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 54.65, which was 11.35 higher than the previous day. The implied volatity was 24.78, the open interest changed by 14 which increased total open position to 28


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 43.85, which was -9.95 lower than the previous day. The implied volatity was 25.27, the open interest changed by 1 which increased total open position to 15


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 53.8, which was -5.6 lower than the previous day. The implied volatity was 27.70, the open interest changed by 7 which increased total open position to 13


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 59.4, which was -3.8 lower than the previous day. The implied volatity was 27.10, the open interest changed by 1 which increased total open position to 6


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 63.2, which was -14.05 lower than the previous day. The implied volatity was 25.51, the open interest changed by 3 which increased total open position to 4


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 77.25, which was 26.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 77.25, which was 26.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 77.25, which was 26.95 higher than the previous day. The implied volatity was 32.08, the open interest changed by 0 which decreased total open position to 1


On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 50.3, which was -10.8 lower than the previous day. The implied volatity was 28.58, the open interest changed by 0 which decreased total open position to 0


On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0


On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0


On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0


On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0


On 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0


On 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct INDUSINDBK was trading at 800.95. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Oct INDUSINDBK was trading at 807.45. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


INDUSINDBK 30DEC2025 810 PE
Delta: -0.16
Vega: 0.43
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 851.25 4.15 -0.6 27.03 509 -43 395
12 Dec 846.15 4.9 -2.8 25.02 412 -9 438
11 Dec 835.55 7.6 -2.65 24.54 490 37 447
10 Dec 833.85 10.55 3.7 27.73 612 6 409
9 Dec 844.35 6.8 -2.6 26.85 329 7 403
8 Dec 841.40 9.7 5.9 28.24 635 -170 397
5 Dec 870.10 3.65 -1.65 26.20 535 223 554
4 Dec 863.00 5.45 -2.5 26.89 370 52 330
3 Dec 846.90 8.35 0.55 25.96 135 1 276
2 Dec 850.30 7.7 -1.55 26.65 119 0 276
1 Dec 847.15 9.5 2.55 27.04 384 45 278
28 Nov 858.55 7 -0.6 26.21 151 20 234
27 Nov 857.45 7.7 -1.05 26.60 244 -8 214
26 Nov 850.70 8.85 -2.9 25.83 337 3 225
25 Nov 839.90 11.7 -3.05 26.80 203 21 224
24 Nov 836.05 14.8 2.65 27.58 164 26 204
21 Nov 846.55 12.55 -4.3 27.64 199 33 178
20 Nov 829.40 16.7 2.6 26.71 48 2 144
19 Nov 839.60 14.1 0.6 27.01 53 24 142
18 Nov 847.95 13.5 0.9 28.36 6 2 118
17 Nov 854.05 12.6 -1.4 28.81 70 2 116
14 Nov 848.25 13.8 1.3 27.82 27 8 116
13 Nov 863.45 12.5 -1.45 30.00 110 93 109
12 Nov 864.40 13.95 -48.95 30.82 22 15 15
11 Nov 826.10 62.9 0 2.73 0 0 0
10 Nov 799.35 62.9 0 - 0 0 0
7 Nov 797.25 62.9 0 - 0 0 0
6 Nov 786.20 62.9 0 - 0 0 0
4 Nov 790.20 62.9 0 - 0 0 0
3 Nov 796.90 62.9 0 - 0 0 0
31 Oct 794.80 62.9 0 - 0 0 0
30 Oct 800.95 62.9 0 0.26 0 0 0
29 Oct 807.45 62.9 0 0.92 0 0 0


For Indusind Bank Limited - strike price 810 expiring on 30DEC2025

Delta for 810 PE is -0.16

Historical price for 810 PE is as follows

On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 4.15, which was -0.6 lower than the previous day. The implied volatity was 27.03, the open interest changed by -43 which decreased total open position to 395


On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 4.9, which was -2.8 lower than the previous day. The implied volatity was 25.02, the open interest changed by -9 which decreased total open position to 438


On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 7.6, which was -2.65 lower than the previous day. The implied volatity was 24.54, the open interest changed by 37 which increased total open position to 447


On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 10.55, which was 3.7 higher than the previous day. The implied volatity was 27.73, the open interest changed by 6 which increased total open position to 409


On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 6.8, which was -2.6 lower than the previous day. The implied volatity was 26.85, the open interest changed by 7 which increased total open position to 403


On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 9.7, which was 5.9 higher than the previous day. The implied volatity was 28.24, the open interest changed by -170 which decreased total open position to 397


On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 3.65, which was -1.65 lower than the previous day. The implied volatity was 26.20, the open interest changed by 223 which increased total open position to 554


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 5.45, which was -2.5 lower than the previous day. The implied volatity was 26.89, the open interest changed by 52 which increased total open position to 330


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 8.35, which was 0.55 higher than the previous day. The implied volatity was 25.96, the open interest changed by 1 which increased total open position to 276


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 7.7, which was -1.55 lower than the previous day. The implied volatity was 26.65, the open interest changed by 0 which decreased total open position to 276


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 9.5, which was 2.55 higher than the previous day. The implied volatity was 27.04, the open interest changed by 45 which increased total open position to 278


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 7, which was -0.6 lower than the previous day. The implied volatity was 26.21, the open interest changed by 20 which increased total open position to 234


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 7.7, which was -1.05 lower than the previous day. The implied volatity was 26.60, the open interest changed by -8 which decreased total open position to 214


On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 8.85, which was -2.9 lower than the previous day. The implied volatity was 25.83, the open interest changed by 3 which increased total open position to 225


On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 11.7, which was -3.05 lower than the previous day. The implied volatity was 26.80, the open interest changed by 21 which increased total open position to 224


On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 14.8, which was 2.65 higher than the previous day. The implied volatity was 27.58, the open interest changed by 26 which increased total open position to 204


On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 12.55, which was -4.3 lower than the previous day. The implied volatity was 27.64, the open interest changed by 33 which increased total open position to 178


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 16.7, which was 2.6 higher than the previous day. The implied volatity was 26.71, the open interest changed by 2 which increased total open position to 144


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 14.1, which was 0.6 higher than the previous day. The implied volatity was 27.01, the open interest changed by 24 which increased total open position to 142


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 13.5, which was 0.9 higher than the previous day. The implied volatity was 28.36, the open interest changed by 2 which increased total open position to 118


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 12.6, which was -1.4 lower than the previous day. The implied volatity was 28.81, the open interest changed by 2 which increased total open position to 116


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 13.8, which was 1.3 higher than the previous day. The implied volatity was 27.82, the open interest changed by 8 which increased total open position to 116


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 12.5, which was -1.45 lower than the previous day. The implied volatity was 30.00, the open interest changed by 93 which increased total open position to 109


On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 13.95, which was -48.95 lower than the previous day. The implied volatity was 30.82, the open interest changed by 15 which increased total open position to 15


On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0


On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct INDUSINDBK was trading at 800.95. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0


On 29 Oct INDUSINDBK was trading at 807.45. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0